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'2023-07-04 16:51:54.172560'

'2023-07-04 16:50:16.261773'

None

'2023-06-15'

'2023-07-26'

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Hennes & Mauritz B	9	0.460000	1668.420000	199.420000	13.580000	1468.999998
Sedana Medical	93	4.200000	2676.540000	155.540000	6.170000	2521.000011
Orrön Energy	180	6.430000	2188.800000	145.800000	7.140000	2043.000000
Atrium Ljungberg B	5	4.410000	994.500000	59.500000	6.360000	935.000000
Platzer Fastigheter Holding B	12	4.950000	1017.600000	56.600000	5.890000	960.999996
Sagax B	4	3.650000	898.400000	44.400000	5.200000	854.000000
Catena	2	4.080000	836.000000	44.000000	5.560000	792.000000
JM	6	3.350000	907.200000	43.200000	5.000000	864.000000
Hoist Finance	35	1.740000	1022.000000	42.000000	4.290000	980.000000
Sagax A	4	4.190000	896.000000	42.000000	4.920000	854.000000
VEF	909	4.000000	1890.720000	40.720000	2.200000	1850.000436
Hexatronic Group	12	3.120000	998.400000	31.400000	3.250000	966.999996
BioGaia B	8	1.800000	951.200000	21.200000	2.280000	930.000000
Biotage	7	1.560000	957.600000	16.600000	1.760000	940.999997
Bilia A	8	1.600000	914.400000	14.400000	1.600000	900.000000
Byggmax Group	33	1.660000	968.880000	12.880000	1.350000	956.000001
Gränges	9	1.360000	940.500000	12.500000	1.350000	927.999999
Clas Ohlson B	12	0.800000	982.200000	9.200000	0.950000	972.999996
HEXPOL B	9	0.000000	1027.800000	6.800000	0.670000	1020.999996
EQT	4	1.160000	837.600000	5.600000	0.670000	832.000000
OX2	13	1.310000	952.900000	2.900000	0.310000	949.999999
AcadeMedia	8	0.800000	404.000000	2.000000	0.500000	402.000000
ASSA ABLOY B	3	0.270000	777.900000	-1.100000	-0.140000	779.000001
Alimak Group	11	0.000000	917.400000	-10.600000	-1.140000	927.999996
Nordic Waterproofing Holding	7	1.340000	956.200000	-10.800000	-1.120000	966.999999
Creaspac SPAC	39	0.210000	3705.000000	-13.000000	-0.350000	3717.999987
Addnode Group B	11	0.310000	904.200000	-16.800000	-1.820000	921.000003
SKF B	5	-1.340000	919.500000	-20.500000	-2.180000	940.000000
Hexagon B	26	1.460000	3439.800000	-21.200000	-0.610000	3461.000010
Vitec Software Group B	2	2.110000	1064.000000	-23.000000	-2.120000	1087.000000
Indutrade	5	2.410000	1189.000000	-29.000000	-2.380000	1218.000000
Latour B	4	-0.100000	817.200000	-39.800000	-4.640000	857.000000
Bufab	3	-0.630000	1046.400000	-62.600000	-5.640000	1109.000001
INVISIO	16	0.670000	3624.000000	-65.000000	-1.760000	3689.000000
BHG Group	97	1.570000	1376.430000	-82.570000	-5.660000	1458.999989
TOTAL			45668.690000	612.690000	-6.38258%	45056.000411

Anic Equity¶

Total return since start: 0.629 %¶

Equity now: -----------------------------> 49752.96 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45691.93 Kr¶

PnL: ---------------------------------------> 635.93 Kr¶

DD now: ---------------------------------> -6.339 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

Anic Portfolio¶

Today¶

Return: 1.8 %¶

This Week¶

Return: 0.912 %¶

Total portfolio value¶

Return including deposits: 62.878 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

Anic Portfolio Holdings¶

Updated:¶

Last optimization/rebalancing:¶

Next optimization/rebalancing:¶

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶